FINSIGHT

CPTS Mortgage Trust

Deals

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	USD	354.312	10.00	-	-	AAA	-	-	AAA	46.72%	-	Fixed	Swaps	93a	93	2.87%	2.528%	102.99806
B	USD	78.736	10.00	-	-	AA-	-	-	AA+	34.88%	-	WAC	Swaps	110a	110	-	2.698%	103.03555
C	USD	59.053	10.00	-	-	A-	-	-	A+	26.00%	-	WAC	Swaps	125a	125	-	2.848%	101.72342
D	USD	119.428	10.00	-	-	BBB-	-	-	BBB+	15.11%	-	WAC	Swaps	145a	145	-	3.048%	100.00381
E	USD	139.950	10.00	-	-	NR	-	-	BBB-	2.83%	-	WAC	Swaps	185a	190	-	3.498%	96.25619
F	USD	32.271	10.00	-	-	NR	-	-	BB+	-	-	WAC	Swaps	230a	230	-	3.898%	93.06108

More Details

Filings

ABS-15G

Tranche Comments

A: First Pay: 2019-12-13; Registration: 144A/Reg S; B: First Pay: 2019-12-13; Registration: 144A/Reg S; C: First Pay: 2019-12-13; Registration: 144A/Reg S; D: First Pay: 2019-12-13; Registration: 144A/Reg S; E: First Pay: 2019-12-13; Registration: 144A/Reg S; F: First Pay: 2019-12-13; Registration: 144A/Reg S;

Deal Comments

The Borrower is a joint venture between (i) the Commingled Pension Trust Fund (Strategic Property) of JPMorgan Chase Bank, N.A. (“SPF”) and (ii) a joint venture between an institutional account managed by both Hines and Hines Investment Management Holdings Limited Partnership (the “Hines JV”) (together with SPF, the “Borrower Sponsor” or “JV”).